Implicit integration with adjoint sensitivity propagation for optimal control problems involving differential-algebraic equations

For the solution of optimal control problem involving an index-1 differential-algebraic equation, an efficient function evaluation algorithm is proposed in this paper. In the evaluation procedure, the state equation is propagated forwards, then, adjoint sensitivity is propagated backwards. Thus, it...

Full description

Bibliographic Details
Main Authors: Jiang, C., Xie, K., Guo, Z., Teo, Kok Lay
Format: Conference Paper
Published: 2017
Online Access:http://hdl.handle.net/20.500.11937/59275